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Re: st: Identifying first observation in each panel after regression


From   Nick Cox <njcoxstata@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Identifying first observation in each panel after regression
Date   Mon, 4 Jun 2012 23:31:17 +0100

Which bit don't you understand?

On Mon, Jun 4, 2012 at 11:16 PM, Ivan Png <iplpng@gmail.com> wrote:
> Dear Nick--
>
> Many thanks for your hint.  I found the solution.  I execute
>  . by gvkey , sort: gen flag = 1 if  _n == 1
> before the regression.
>
> Then, after the regression, I execute
>  . gen regsample == 1 if e(sample)
>
> And, to identify the first observation of each company in the
> regression sample, I use
>   regsample == 1 & flag == 1
>
> However, I still don't understand the reason it works.
>
>
> On 4 June 2012 14:24, Nick Cox <njcoxstata@gmail.com> wrote:
>> What code do you mean by "the code below"?
>>
>> I suspect there's something else up with your dataset that leads to
>> what you see. Examine the data omitted by
>>
>> . edit if !e(sample)
>>
>> after your -xtreg- command.
>>
>> Nick
>>
>> On Mon, Jun 4, 2012 at 6:44 PM, Ivan Png <iplpng@gmail.com> wrote:
>>> Many thanks, Nick.  Incidentally, thanks for the yeoman service to all
>>> STATAlisters.
>>>
>>> The discrepancy I found was by using xtreg to run a fixed-effects
>>> regression on the sample.  xtreg reported 2773 companies.  Yet, when I
>>> used the code below on the regression sample, I got only 1048
>>> companies.  So, the only reason I could think of was that the flag
>>> identified only companies that were present in year 1.
>>
>> On 4 June 2012 13:21, Nick Cox <n.j.cox@durham.ac.uk> wrote:
>>
>>>> Your code looks fine to me, so I have difficulty understanding why you think it doesn't work.
>>>>
>>>> The -sort- on the second command is unnecessary given the previous command, but I don't see that it will change the sort order.
>>>>
>>>> You can check logic in terms of this example:
>>>>
>>>> . webuse grunfeld
>>>>
>>>> . su year
>>>>
>>>>    Variable |       Obs        Mean    Std. Dev.       Min        Max
>>>> -------------+--------------------------------------------------------
>>>>        year |       200      1944.5    5.780751       1935       1954
>>>>
>>>> . drop if year == 1935 & mod(company, 2)
>>>> (5 observations deleted)
>>>>
>>>> . tab year
>>>>
>>>>       year |      Freq.     Percent        Cum.
>>>> ------------+-----------------------------------
>>>>       1935 |          5        2.56        2.56
>>>>       1936 |         10        5.13        7.69
>>>>       1937 |         10        5.13       12.82
>>>>       1938 |         10        5.13       17.95
>>>>       1939 |         10        5.13       23.08
>>>>       1940 |         10        5.13       28.21
>>>>       1941 |         10        5.13       33.33
>>>>       1942 |         10        5.13       38.46
>>>>       1943 |         10        5.13       43.59
>>>>       1944 |         10        5.13       48.72
>>>>       1945 |         10        5.13       53.85
>>>>       1946 |         10        5.13       58.97
>>>>       1947 |         10        5.13       64.10
>>>>       1948 |         10        5.13       69.23
>>>>       1949 |         10        5.13       74.36
>>>>       1950 |         10        5.13       79.49
>>>>       1951 |         10        5.13       84.62
>>>>       1952 |         10        5.13       89.74
>>>>       1953 |         10        5.13       94.87
>>>>       1954 |         10        5.13      100.00
>>>> ------------+-----------------------------------
>>>>      Total |        195      100.00
>>>>
>>>> . bysort company (year) : gen first = _n == 1
>>>>
>>>> . l company year  if first
>>>>
>>>>     +----------------+
>>>>     | company   year |
>>>>     |----------------|
>>>>  1. |       1   1936 |
>>>>  20. |       2   1935 |
>>>>  40. |       3   1936 |
>>>>  59. |       4   1935 |
>>>>  79. |       5   1936 |
>>>>     |----------------|
>>>>  98. |       6   1935 |
>>>> 118. |       7   1936 |
>>>> 137. |       8   1935 |
>>>> 157. |       9   1936 |
>>>> 176. |      10   1935 |
>>>>     +----------------+
>>>>
>>>> Nick
>>>> n.j.cox@durham.ac.uk
>>>>
>>>> Ivan Png
>>>>
>>>> I am analyzing an unbalanced panel of company data, organized by
>>>> company (gvkey) and year.  I want to create  a flag to the first
>>>> observation of each company in the panel.  I tried
>>>>
>>>>  . sort gvkey year
>>>>  . by gvkey , sort: gen flag = 1 if  _n == 1
>>>>
>>>> However, this only flagged flag = 1 if a company was present in year 1
>>>> of the panel.  It missed any company that appeared in later years.
>>>>
>>>> I searched statalist and found this:
>>>> http://www.stata.com/statalist/archive/2005-04/msg00334.html
>>>>
>>>> But it doesn't work.  I'd be grateful for any relevant help.

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